hftbacktest 0.9.4

A high-frequency trading and market-making backtesting tool accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.
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//! Latency and queue position models
//!
//! Please find more details in the documents below.
//! * [Latency Models](https://hftbacktest.readthedocs.io/en/latest/latency_models.html)
//! * [Order Fill](https://hftbacktest.readthedocs.io/en/latest/order_fill.html)
mod fee;
mod latency;
mod queue;

pub use fee::{
    CommonFees,
    DirectionalFees,
    FeeModel,
    FlatPerTradeFeeModel,
    TradingQtyFeeModel,
    TradingValueFeeModel,
};
pub use latency::{ConstantLatency, IntpOrderLatency, LatencyModel, OrderLatencyRow};
pub use queue::{
    L3FIFOQueueModel,
    L3QueueModel,
    LogProbQueueFunc,
    LogProbQueueFunc2,
    PowerProbQueueFunc,
    PowerProbQueueFunc2,
    PowerProbQueueFunc3,
    ProbQueueModel,
    Probability,
    QueueModel,
    QueuePos,
    RiskAdverseQueueModel,
};